WEN 9000 Generator

I lost my power with the latest storm (hurricane Sandy) on a Monday night. After about 24 hours I decided to buy a generator to save as much food as possible. The lights came on shortly after I purchased a generator. Beggars can't be choosy as I found a WEN generator (9000 watt model). I assembled it, added the required oil and put in new gas. I followed the starting instructions. It started up and then after about 2 seconds, it stopped. I tried this several times but the same issue. I know a lot of generators are self grounding but my instruction booklet didn't say anything about that. What it did say was that I would need to attach a ground wire. Others who have other kinds of generators suggested it could be a choke issue where the choke needs to be played with. I do plan on calling the toll free number when I get home from work today.
Has anyone experienced anything like this? I have never owned a generator before but I do have a lot of small engine equipment and I don't have any issues like this. Any help would be appreciated. Thanks. I am perplexed....

I doubled checked that as well as all of the steps for starting in case I had a dumb moment. All steps followed except, like I said, attaching the ground. I had to transport the generator on its side toget it home from the store. Could the low oil sensor be stuck or something? I am sure it is something really stupid.

I have a Wen generator (3500 watt) and I love it. I have never had any problems with it, but I have heard they have good customer service. Hopefully your problem is easily solved, as they really are good machines. @CasualJoe, yes, they are Chinese units, but they seem to have good quality control. You get a lot of generator for your buck.

I called WEN's tech support for assistance. They had me up and running within a couple of minutes. Like many of you said, the issue was with the low oil sensor as they had me disconnect the wire. I have since written to WEN asking for a replacement part providing them with the stock number from my user manual. Thanks to all for your suggestions/help here. I just hope WEN will step up to the plate like they should and send me the replacement part at no cost.